Sr. Quant Developer

The role

You will design resilient pricing services, productionize models, and expand modeling coverage for volatility strategies. You will partner with PMs, Risk, and Technology to build the investment-facing pricing layer of the platform.

What you will do

• Build quantitative libraries
• Implement and integrate pricing and risk models into production systems
• Integrate and optimize vendor pricing/analytics libraries
• Deliver robust, scalable production services
• Partner with PMs, Risk, and Technology

Required qualifications

• 5+ years building quantitative libraries and implementing/integrating pricing and risk models into production systems
• Proven ability to integrate and optimize vendor pricing/analytics libraries
• Ability to communicate efficiently and concisely in writing and verbally
• Strong programming skills in C++
• Proficiency in at least one other modern programming language (Python, Java, JavaScript, etc.)
• Bachelors, Masters, or PhD in STEM or similar subject
• Direct experience working with trading desks
• Strong analytical and problem-solving skills
• Strong quantitative skills and experience in statistical analysis
• Collaborative team player with strong verbal communication skills
• Experience in the financial industry (buy or sell side)

Nice to have

• Working knowledge of different volatility models (Local Volatility, Local Stochastic Volatility, Parametric Implied Volatility)
• Experience with additional asset classes beyond equities (rates, credit, FX, commodities, convertible bonds etc.)
• Experience integrating and optimizing vendor pricing/analytics libraries to deliver robust, scalable production services
• Hands-on ownership of vendor model configuration, calibration workflows, and version governance
• Built adapters and validation harnesses around third party libraries

Benefits

• Training and development opportunities
• Robust Wellness Resources: Physical, Mental and Financial
• Time-Off, Retirement and Commuter Benefits
• Gym Reimbursement and other Discounts
• Performance-based incentives

About the company

Capstone is a global, alternative investment management firm operating across a broad range of derivatives-based strategies. It has approximately $14.6 billion of AUM and 315 employees.